+250.9%
PAAS vs LEN
-22.2%
+273.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -2.9% | -3.2% | +0.3% | -2.3% |
| 30D | +6.8% | -4.9% | +11.7% | +7.8% |
| 3M | -2.9% | -8.5% | +5.6% | -1.4% |
| 6M | -16.4% | -20.7% | +4.2% | -13.5% |
| YTD | 0.0% | -17.4% | +17.4% | +2.7% |
| 1Y | +54.3% | -38.2% | +92.6% | +65.3% |
| All | +250.9% | -22.2% | +273.1% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling